One important difference between how that completion works and zsh's is that zsh cycles between the available completions if you repeatedly type tab. E.g. if you have the files [less01.png, less02.png, less03.png] and type "eog less<tab>" in bash will show you the files. Press tab again and it will list the files again. In zsh, the second tab press would fill in "less01.png", then "less02.png" and so on.

It's a matter of preference which completion strategy is the best, yes. :) But for me I've found that zsh's way to do it saves me many more keystrokes than bash's way.